+571.7%
SMTC vs TAP
-31.5%
+603.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.1% | +14.1% | +9.8% |
| 7D | +22.9% | -2.3% | +25.3% | +22.8% |
| 30D | +16.6% | -9.4% | +26.0% | +16.5% |
| 3M | +2.4% | -0.8% | +3.2% | +1.7% |
| 6M | +98.3% | -14.7% | +113.0% | +101.1% |
| YTD | +120.7% | -13.9% | +134.6% | +122.5% |
| 1Y | +168.3% | -18.6% | +186.9% | +174.0% |
| 3Y | +571.7% | -32.0% | +603.7% | +595.9% |
| All | +571.7% | -31.5% | +603.2% | +595.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling